The Misbehavior of Markets A Fractal View of Risk, Ruin, and Reward http://www.amazon.com/exec/obidos/A...r=2-1/ref=pd_bbs_b_ur_2_1/104-2161452-9375944 http://misbehaviorofmarkets.com
News to me. Am using it every day. Sherlock Shamelessly reproduced here from fellow ET'r travis: (thank you) "Everyone knows that something can't be done, and then comes one man, who doesn't know that it can't be done, and he's the one who does it." - Albert Einstein
I haven't used the CFB or any of Jurik's other products but I have gotten invaluable insights from his extensive writings on how to design my own. I even 'back-engineered' the CFB to some extent. What I got worked in a theoretical sense but was too noisy to be practical for real trading. I have little doubt that Jurik delivers what he promises, even if they aren't always the most practical indicators *cough*RSX*cough*